Common stock returns and international listing announcements: Conditional tests of the mild segmentation hypothesis
- 1 March 2000
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 24 (3), 471-501
- https://doi.org/10.1016/s0378-4266(99)00046-1
Abstract
No abstract availableKeywords
This publication has 38 references indexed in Scilit:
- The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the USSSRN Electronic Journal, 1996
- Foreign Listing Location: A Study of MNCs and Stock Exchanges in Eight CountriesJournal of International Business Studies, 1995
- The valuation effects of overseas listings: The case of the Tokyo Stock ExchangeReview of Quantitative Finance and Accounting, 1994
- The seasonal behavior of the liquidity premium in asset pricingJournal of Financial Economics, 1993
- The impact of international cross listings on risk and return: The evidence from American depository receiptsJournal of Banking & Finance, 1993
- International stock market linkages: Evidence from the pre- and post-October 1987 periodJournal of Banking & Finance, 1993
- Additional Evidence on Integration in the Canadian Stock MarketThe Journal of Finance, 1992
- The Stock Price Impacts of Overseas ListingsFinancial Management, 1987
- Using daily stock returnsJournal of Financial Economics, 1985
- International capital market equilibrium with investment barriersJournal of Financial Economics, 1974